Análise de risco em carteiras

The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

Utilização do modelo da barganha de Nash na seleção de carteiras

This paper discussed the model of Nash bargaining (NASH, 1950, 1953), which its arbitration function is invariant for the linear transformations. A more robust model was proposed with respect to the incommensurable effect. The result obtained by the optimization process was not influenced by the units or the amplitude values of these measures. The risk and the return is measured in portfolios of assets and defined a risk metric, return and a method to handle the risk and return. For this, we made a review on the main characteristics of Brazilian industry funds and their evolution over the past years, in addition to treating on the risk in the financial market, the importance of portfolio selection and the Markowitz Model. Are made closing remarks, an analysis of the results, some suggests, concerns and how such concerns can be improved and / or explored in future studies

Search for the standard model Higgs boson decaying to bottom quarks in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for physics beyond the standard model using multilepton signatures in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for physics beyond the standard model in events with a Z boson, jets, and missing transverse energy in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the standard model Higgs boson decaying to W+W- in the fully leptonic final state in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Combined results of searches for the standard model Higgs boson in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the standard model Higgs boson produced in association with W and Z bosons in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the standard model Higgs boson decaying into two photons in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for Neutral Minimal Supersymmetric Standard Model Higgs Bosons Decaying to Tau Pairs in pp Collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the Standard Model Higgs Boson in the Decay Channel H -> ZZ -> 4l in pp Collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for Heavy Neutrinos and W-R Bosons with Right-Handed Couplings in a Left-Right Symmetric Model in pp Collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for physics beyond the standard model in opposite-sign dilepton events in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the standard model Higgs boson in the H -> ZZ -> 2l2v channel in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for the standard model Higgs boson in the H -> ZZ -> l(+)l(-)tau(+)tau(-) decay channel in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)